Auto-derived from AMZN session history · updated nightly
On Fridays, Normal Variation sessions are the most common at 50.6%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.5% of the time — only 11.5% of sessions stay range-bound. Both sides break 11.2% (Neutral days).
Average session range is 3.2 pts. The middle 68% of sessions runs 0.9949 → 5.5 — anything outside is an outlier day.
Gap up days test prior session high 66.7% of the time. Gap down days test prior low 68.0%.
When the IB VPOC sits in the upper half, IB high breaks 56.3% of the time. Lower half: IB low breaks 57.9% of the time.
50.0% of sessions close green. Average signed move is -0.01%, with a typical absolute move of ±1.20%.
95.9% of sessions break either the overnight high or low. The OVN high is tested 65.2% of the time, OVN low 62.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.90 pts |
Normal band The middle 68% of sessions | 0.9949 → 5.46 pts |
Unusual above A session range past this is an outlier day | 5.46 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.91 pts |
Normal band The middle 68% of sessions | 0.6130 → 3.62 pts |
Unusual above A first hour past this is an outlier day | 3.62 pts |
Initial Balance break rates · day types by weekday · gap behavior · value-area touches · seasonality · the full set. Pro is $9/mo, cancellable anytime, and gives you every market on this list.